This book is a comprehensive guide to extreme value theory in engineering. Written for the end user with intermediate and advanced statistical knowledge, it covers classical methods as well as recent advances. A collection of 150 examples illustrates the theoretical results and takes the reader from simple applications through complex cases of dependence.
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ENRIQUE CASTILLO, PhD, is a Professor of Applied Mathematics at the University of Cantabria in Santander, Spain. He is a mathematician and a civil engineer and member of the Spanish Royal Academy of Engineering.
ALI S. HADI, PhD, is a Professor of Mathematical, Statistical, and Computational Sciences at the American University in Cairo, Egypt. He is a Stephen H. Weiss Presidential Fellow and Professor Emeritus at Cornell University.
N. BALAKRISHNAN, PhD, is a Professor in the Department of Mathematics and Statistics at McMaster University in Ontario, Canada.He is a Fellow of the American Statistical Association and currently the Editor-in-Chief of Communications in Statistics and Wiley's Encyclopedia of Statistical Sciences, Second Edition.
JOSÉ M. SARABIA, PhD, is a Professor of Statistics in the Department of Economics at the University of Cantabria, Spain. He is a member of the American Statistical Association and is Associate Editor of the journal Test.
"The book is well written in an easy, accessible style and it can be used as a textbook or as consulting book."
--ZENTRALBLATT FUR MATHEMATIK
"The book is in a formati which makes it easy to use from the point of view of applications. It is clearly written, and especially commendable is the inclusion of several pertinent data sets."
--MATHEMATICAL REVIEWS
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